Some exit times estimates for Super-Brownian motion and Fleming-Viot Process

Abstract

Estimates for exit time from an interval of length 2r before a prescribed time T are derived for solutions of a class of stochastic partial differential equations used to characterize two population models: super-Brownian motion and Fleming-Viot Process. These types of estimates are then derived for the two population models. The corresponding large deviation results are also applied for the acquired bounds.

Large Deviations for Nonlinear Stochastic Schrodinger Equation

“…for a fixed δ > 0 and for all ǫ ∈ (0, ǫ 1 ) for some ǫ 1 > 0. This together with the strong Markov property of u ǫ (t) can be used to apply an inductive argument given in [16] to arrive at,…”